VSEQX vs. BRK-B

Last updated Jun 5, 2026

VSEQX (Vanguard Strategic Equity Fund) is Mid Cap Blend Equities fund managed by Vanguard, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VSEQX returned 13.04%/yr vs 12.93%/yr for BRK-B. At a 0.49 correlation, their price movements are largely independent.

Performance

VSEQX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Strategic Equity Fund (VSEQX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSEQX achieves a 15.17% return, which is significantly higher than BRK-B's -4.78% return. Both investments have delivered pretty close results over the past 10 years, with VSEQX having a 13.04% annualized return and BRK-B not far behind at 12.93%.

VSEQX

• 1D: -0.76%
• 1M: 1.34%
• YTD: 15.17%
• 6M: 15.25%
• 1Y: 34.45%
• 3Y*: 21.05%
• 5Y*: 11.70%
• 10Y*: 13.04%

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSEQX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSEQX Vanguard Strategic Equity Fund	15.17%	15.32%	16.67%	19.31%	-11.90%	30.83%	10.26%	26.76%	-11.86%	12.36%
BRK-B Berkshire Hathaway Inc.	-4.78%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between VSEQX and BRK-B is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since May 10, 1996	0.49

Over the past year, the correlation between VSEQX and BRK-B has dropped to 0.20 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

Return for Risk

VSEQX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSEQX

VSEQX Risk / Return Rank: 69
VSEQX Sharpe Ratio Rank: 59
VSEQX Sortino Ratio Rank: 57
VSEQX Omega Ratio Rank: 52
VSEQX Calmar Ratio Rank: 89
VSEQX Martin Ratio Rank: 89

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSEQX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) and Berkshire Hathaway Inc. (BRK-B). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	VSEQX	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.28	-0.18	+2.46
Sortino ratio: Return per unit of downside risk	3.17	-0.15	+3.32
Omega ratio: Gain probability vs. loss probability	1.40	0.98	+0.42
Calmar ratio: Return relative to maximum drawdown	4.51	-0.27	+4.77
Martin ratio: Return relative to average drawdown	17.34	-0.57	+17.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSEQX vs. BRK-B - Sharpe Ratio Comparison

The current VSEQX Sharpe Ratio is 2.28, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of VSEQX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VSEQX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	-0.18	+2.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.61	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.67	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.48	+0.02

Drawdowns

VSEQX vs. BRK-B - Drawdown Comparison

The maximum VSEQX drawdown since its inception was -63.55%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VSEQX and BRK-B.

Drawdown Indicators

	VSEQX	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-63.55%	-53.86%	-9.69%
Max Drawdown (1Y) Largest decline over 1 year	-7.60%	-9.42%	+1.82%
Max Drawdown (3Y) Largest decline over 3 years	-24.73%	-14.95%	-9.78%
Max Drawdown (5Y) Largest decline over 5 years	-24.73%	-26.58%	+1.85%
Max Drawdown (10Y) Largest decline over 10 years	-44.08%	-29.57%	-14.51%
Current Drawdown Current decline from peak	-0.76%	-11.33%	+10.57%
Average Drawdown Average peak-to-trough decline	-9.06%	-11.07%	+2.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	4.46%	-2.49%

Volatility

VSEQX vs. BRK-B - Volatility Comparison

Vanguard Strategic Equity Fund (VSEQX) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 3.71% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSEQX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	3.72%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	10.63%	10.70%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	15.05%	14.32%	+0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.95%	17.11%	+2.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.42%	19.43%	+1.99%

Dividends

VSEQX vs. BRK-B - Dividend Comparison

VSEQX's dividend yield for the trailing twelve months is around 9.69%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VSEQX Vanguard Strategic Equity Fund	9.69%	11.16%	11.36%	6.11%	11.77%	21.36%	1.77%	2.92%	10.34%	7.05%	3.13%	12.28%

Frequently Asked Questions

Can I hold both VSEQX and BRK-B in my portfolio?

VSEQX and BRK-B have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSEQX or BRK-B?

BRK-B has higher volatility (3.72%) compared to VSEQX (3.71%). In terms of maximum drawdown, VSEQX dropped -63.55% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

VSEQX currently has the higher Sharpe Ratio (2.28 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.